BIMSA > 刘庆富
教授 刘庆富

单位: 北京雁栖湖应用数学研究院 , Fudan University

团队: 数字经济

邮箱: liuqf@fudan.edu.cn

研究方向: 期货与期权、金融风险管理与金融工程

个人简介

刘庆富，北京雁栖湖应用数学研究院兼职教授，复旦大学经济学院金融学教授、博士生导师。东南大学管理科学与工程博士、复旦大学金融学博士后、美国斯坦福大学访问学者，2017入选“上海市浦江人才”计划。现任复旦-斯坦福中国金融科技与安全研究院执行院长，复旦-中植大数据金融与投资研究院学术副院长，上海市金融大数据联合创新实验室副主任。主要研究兴趣为金融科技、大数据金融、衍生金融工具、量化投资、科技监管、绿色金融及不良资产处置等。曾在Journal of Econometrics、Journal of International Money and Finance等国内外重要期刊发表论文100余篇；出版专著三部；主持国家自然科学基金委、科技部、教育部等课题20余项。研究成果多次获得会议最佳论文奖或一等奖，学术观点和访谈也被多家主流媒体刊登和转载。此外，还开设《金融大数据分析》、《量化交易》、《随机过程与随机分析》、《金融时间序列分析与软件应用》和《高级计量经济学》等课程。

出版物

  • [1] Li, S. , Li, S. , Liu, Q. , Tse, Y., Optimizing Genetic Algorithm With Momentum Strategy for Technical Trading Rules: Evidence From Futures Markets, Journal of Futures Markets (2024)
  • [2] Li, Y., Liu, Q., Miao, D., & Tse, Y, Return seasonality in commodity futures, International Review of Economics & Finance (2024)
  • [3] Hong, Z. , Liu, Q. , Tse, Y. , Wang, Z., Black mouth, investor attention, and stock return, International Review of Financial Analysis (2023)
  • [4] Hu, X., Hua, R., Liu, Q., & Wang, C., The green fog: Environmental rating disagreement and corporate greenwashing, Pacific-Basin Finance Journal, 78(2023), 101952
  • [5] Liu, Q. , Shi, C. , Tse, Y. , Wang, C., The value of communication during pandemics, Pacific Basin Finance Journal (2023)
  • [6] 李传全, 刘庆富, 钱烈, 中国不良资产管理评估实务, 复旦大学出版社(2023), 1-375
  • [7] 李传全, 刘庆富, 冯毅, 中国不良资产管理行业概论, 复旦大学出版社(2023), 1-289
  • [8] 李传全, 刘庆富, 陆秋君, 中国不良资产管理法律实务, 复旦大学出版社(2023), 1-398
  • [9] 李传全, 刘庆富, 余晶, 中国不良资产管理操作实务, 复旦大学出版社(2023), 1-413
  • [10] Hua, R., Liu, Q., Tse, Y., & Yu, Q., The impact of natural disaster risk on the return of agricultural futures, Journal of Asian Economics, 87(2023), 101632
  • [11] Jin, Y., Liu, Q., Tse, Y., & Zheng, K., Hedging Covid-19 risk with ESG disclosure, International Review of Economics & Finance, 88(2023), 27-46
  • [12] Luo, Z., Guo, W., Liu, Q., & Tse, Y., A hybrid prediction model with time‐varying gain tracking differentiator in Taylor expansion: Evidence from precious metals, Journal of Forecasting, 42(2023), 5, 1138-1149
  • [13] An, Y. , Jin, H. , Liu, Q. , Zheng, K., Media attention and agency costs: Evidence from listed companies in China, Journal of International Money and Finance (2022)
  • [14] Feng Jiao, Qingfu Liu, Yiuman Tse*, Zhiqin Wang. , Price disparity between Chinese A- and H-Shares: Dividends, currency values, and the interest rate differential, Glob. Financ. J., (), -, 2021(2022)
  • [15] Li, S., Liu, Q., Lu, L., & Zheng, K. (2022). Green policy and corporate social responsibility: Empirical analysis of the Green Credit Guidelines in China. Journal of Asian Economics, 82, 101531.
  • [16] Luo Zhidan, Guo Wei, Liu Qingfu*, Tse Yiuman*. A Hybrid Prediction Model with Time-Varying Gain Tracking Differentiator in Taylor Expansion: Evidence from Precious Metals [J]. Journal of Forecasting, 2022: 1-12.
  • [17] Chen K H, Lai T L, Liu Q, et al. Beyond the blockchain announcement: Signaling credibility and market reaction[J]. International Review of Financial Analysis, 2022: 102209.
  • [18] Bian H, Hua R, Liu Q, et al. Petroleum market volatility tracker in China[J]. Journal of Futures Markets, 2022.
  • [19] Guo W, Liu Q, Luo Z, et al. Forecasts for international financial series with VMD algorithms[J]. Journal of Asian Economics, 2022, 80: 101458.
  • [20] Chen, S. , Chng, M.T. , Liu, Q., The implied arbitrage mechanism in financial markets, Journal of Econometrics (2021)
  • [21] 刘庆富, 中国证券市场质量及其资本配置, 清华大学出版社, (), -, 2021(2021)

 

更新时间: 2024-09-12 17:18:02